+1,040.0%
HD vs ZBH
+287.8%
+752.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -2.1% | -2.8% | +0.8% | -1.1% |
| 30D | -8.4% | -0.1% | -8.3% | -8.4% |
| 3M | +4.3% | +13.4% | -9.1% | -0.4% |
| 6M | -11.1% | +3.0% | -14.1% | -12.6% |
| YTD | -4.7% | +9.7% | -14.3% | -8.6% |
| 1Y | -19.8% | -5.4% | -14.4% | -19.4% |
| 3Y | +4.1% | -15.6% | +19.7% | +7.1% |
| 5Y | +10.3% | -28.1% | +38.4% | +18.3% |
| 10Y | +203.2% | -15.2% | +218.4% | +189.7% |
| All | +1,040.0% | +287.8% | +752.2% | +507.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling